OK, I understand your frustration.
I think the feature you are looking for has been removed - you cannot clone a sprite directly in the atlas anymore, as far as I know.
The way it works now:
Look in the Top menu. Under NGUI, there's an entry called "Atlas Maker". You can also get it out by clicking shift+alt+m.
Drag and drop your atlas into where it says "None (UIAtlas)" and you can see the different sprites in it in a list.
Select new sprites in your project view, and they will say either "update" or "Add" over in the atlas maker view.
Click the big green "Add/Update All" button, to add your new picture into the atlas.
Note that you have to make new sprites in a paiting program (photoshop, gimp, paint), you cannot directly copy a sprite inside the atlas to a new place in the atlas, if that's what you want to do. You can open the generated atlas png file and clip it out if you really want to with photoshop though.
I hope this helps you.